Kristian,
As Bass Master "K" has done, you'll need to go through your Add/Remove Programs and locate the little nasty and get rid of the pesky blighter.
Also, go into Windows/Cookies and rip out anything and everything that doesn't relate to your legit, oft-visited sites. I personally take out anything that doesn't relate to Home Recording or VSampler Forum. I also leave in a couple of BBs that my kids visit, techno-jungle type music BBs. Everything else, as the TV ads say, "MUST GO!"
Third, go into Windows/Temporary Internet Files and clean it out.
Fourth. Reboot your computer. Not a re-set mind! Shut it down to clear out anything that may be lurking in volatile RAM.
Fifth, surf with care! And don't install any of those software progs proclaiming that they can "Cover Your Tracks". It's BS. Probably spyware itself. NEVER unsubscribe from spam. It simply lets the sender know that yours is a legitimate e-mail addx.
Sixth, and most important of all, get one of those virus scanners that can also block malicious Java scripts. I guess only a true firewall can protect from this sort of crap. In the mean time though, go placidly amid the noise and haste. Someone some where must have a wee prog that notifies you that something is about to happen "behind your back - allow or disallow?" type of thing.
--
BluesMeister